+13,164.2%
GOOG vs BDX
+611.8%
+12,552.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.5% |
| 7D | -1.6% | -3.6% | +2.0% | -0.1% |
| 30D | -7.7% | +0.7% | -8.3% | -8.0% |
| 3M | -9.3% | +19.0% | -28.3% | -16.1% |
| 6M | +7.4% | +10.8% | -3.3% | +2.2% |
| YTD | +4.9% | +20.1% | -15.3% | -4.1% |
| 1Y | +37.2% | +23.1% | +14.2% | +23.8% |
| 3Y | +141.6% | -8.8% | +150.4% | +141.5% |
| 5Y | +128.8% | -1.4% | +130.2% | +117.3% |
| 10Y | +772.7% | +60.5% | +712.2% | +511.5% |
| All | +13,164.2% | +611.8% | +12,552.4% | +5,085.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling